+353.6%
DRI vs SBAC
+78.4%
+275.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -4.8% | +0.2% | -5.0% | -4.9% |
| 30D | -3.9% | +3.9% | -7.8% | -5.0% |
| 3M | +5.1% | -8.2% | +13.3% | +7.3% |
| 6M | +5.5% | -2.8% | +8.3% | +5.1% |
| YTD | +16.5% | -1.5% | +18.0% | +15.3% |
| 1Y | +2.0% | 0.0% | +2.0% | +0.4% |
| 3Y | +54.5% | -8.4% | +62.9% | +52.7% |
| 5Y | +66.6% | -43.5% | +110.1% | +90.5% |
| 10Y | +353.6% | +86.9% | +266.7% | +342.4% |
| All | +353.6% | +78.4% | +275.3% | +342.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling